algorithms,,graph,theory,,and,, linear,equa9ons,in,laplacians, · 2010-08-15 ·...
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Algorithms, Graph Theory, and Linear Equa9ons in Laplacians
Daniel A. Spielman Yale University
Shang-‐Hua Teng 滕 尚 華
Pavel Cur9s
David Harbater UPenn
Carter Fussell TPS
Todd Knoblock
CTY
Serge Lang 1927-‐2005
Gian-‐Carlo Rota 1932-‐1999
Algorithms, Graph Theory, and Linear Equa9ons in Laplacians
Daniel A. Spielman Yale University
Solving Linear Equa9ons Ax = b, Quickly
Goal: In 9me linear in the number of non-‐zeros entries of A
Special case: A is the Laplacian Matrix of a Graph
Solving Linear Equa9ons Ax = b, Quickly
Goal: In 9me linear in the number of non-‐zeros entries of A
Special case: A is the Laplacian Matrix of a Graph
Solving Linear Equa9ons Ax = b, Quickly
Goal: In 9me linear in the number of non-‐zeros entries of A
Special case: A is the Laplacian Matrix of a Graph
1. Why 2. Classic Approaches 3. Recent Developments 4. Connec9ons
Graphs
Set of ver9ces V. Set of edges E of pairs u,v ⊆ V
Graphs
Erdös
Lovász Alon
Karp
8
1
2 7 5 3
4 10 9 6
Set of ver9ces V. Set of edges E of pairs u,v ⊆ V
Laplacian Quadra9c Form of G = (V,E)
For x : V → IR
xTLGx =
(u,v)∈E
(x (u)− x (v))2
Laplacian Quadra9c Form of G = (V,E)
For x : V → IR
−1−3 01
3
x :
xTLGx =
(u,v)∈E
(x (u)− x (v))2
Laplacian Quadra9c Form of G = (V,E)
For x : V → IR
−1−3 0x :
xTLGx = 15
22 1212
32
xTLGx =
(u,v)∈E
(x (u)− x (v))2
1
3
Laplacian Quadra9c Form for Weighted Graph
xTLGx =
(u,v)∈E
w(u,v) (x (u)− x (v))2
G = (V,E,w)
w : E → IR+ assigns a posi9ve weight to every edge
Matrix LG is posi9ve semi-‐definite nullspace spanned by const vector, if connected
Laplacian Matrix of a Weighted Graph
LG(u, v) =
−w(u, v) if (u, v) ∈ E
d(u) if u = v
0 otherwise
4 -1 0 -1 -2! -1 4 -3 0 0! 0 -3 4 -1 0! -1 0 -1 2 0! -2 0 0 0 2!
1 2
3 4
5 1!
1!
2!
1!
3!
d(u) =
(v,u)∈E w(u, v)
the weighted degree of u
Laplacian Matrix of a Weighted Graph
LG(u, v) =
−w(u, v) if (u, v) ∈ E
d(u) if u = v
0 otherwise
4 -1 0 -1 -2! -1 4 -3 0 0! 0 -3 4 -1 0! -1 0 -1 2 0! -2 0 0 0 2!
1 2
3 4
5 1!
1!
2!
1!
3!
d(u) =
(v,u)∈E w(u, v)
the weighted degree of u combinatorial degree is # of aaached edges
3
2
2
2
1
Networks of Resistors
Ohm’s laws gives
In general, with w(u,v) = 1/r(u,v)
Minimize dissipated energy
i = v/r
i = LGv
vTLGv
1V
0V
1V
0V
0.5V
0.5V
0.625V 0.375V
By solving Laplacian
1V
0V
Networks of Resistors
Ohm’s laws gives
In general, with w(u,v) = 1/r(u,v)
Minimize dissipated energy
i = v/r
i = LGv
vTLGv
Learning on Graphs
Infer values of a func9on at all ver9ces from known values at a few ver9ces.
Minimize xTLGx =
(u,v)∈E
w(u,v) (x (u)− x (v))2
Subject to known values
0
1
Learning on Graphs
0
1 0.5
0.5
0.625 0.375
By solving Laplacian
Infer values of a func9on at all ver9ces from known values at a few ver9ces.
Minimize xTLGx =
(u,v)∈E
w(u,v) (x (u)− x (v))2
Subject to known values
Spectral Graph Theory
Combinatorial proper9es of G are revealed by eigenvalues and eigenvectors of LG
Compute the most important ones by solving equa9ons in the Laplacian.
Solving Linear Programs in Op9miza9on
Interior Point Methods for Linear Programming: network flow problems Laplacian systems
Numerical solu9on of Ellip9c PDEs
Finite Element Method
How to Solve Linear Equa9ons Quickly
Fast when graph is simple, by elimina9on.
Fast when graph is complicated*, by Conjugate Gradient (Hestenes ‘51, S9efel ‘52)
Cholesky Factoriza9on of Laplacians
Also known as Y-‐Δ
When eliminate a vertex, connect its neighbors.
3 -1 0 -1 -1! -1 2 -1 0 0! 0 -1 2 -1 0! -1 0 -1 2 0! -1 0 0 0 1!
1 2
3 4
5 1!
1!
1!
1!
1!
Cholesky Factoriza9on of Laplacians
Also known as Y-‐Δ
When eliminate a vertex, connect its neighbors.
3 -1 0 -1 -1! -1 2 -1 0 0! 0 -1 2 -1 0! -1 0 -1 2 0! -1 0 0 0 1!
1 2
3 4
5 1!
1!
1!
1!
1!.33!
.33!
.33!
3 0 0 0 0! 0 1.67 -1.00 -0.33 -0.33! 0 -1.00 2.00 -1.00 0! 0 -0.33 -1.00 1.67 -0.33! 0 -0.33 0 -0.33 0.67!
Cholesky Factoriza9on of Laplacians
Also known as Y-‐Δ
When eliminate a vertex, connect its neighbors.
3 -1 0 -1 -1! -1 2 -1 0 0! 0 -1 2 -1 0! -1 0 -1 2 0! -1 0 0 0 1!
1 2
3 4
5
1!
1!.33!
.33!
.33!
3 0 0 0 0! 0 1.67 -1.00 -0.33 -0.33! 0 -1.00 2.00 -1.00 0! 0 -0.33 -1.00 1.67 -0.33! 0 -0.33 0 -0.33 0.67!
3 0 0 0 0! 0 1.67 -1.00 -0.33 -0.33! 0 -1.00 2.00 -1.00 0! 0 -0.33 -1.00 1.67 -0.33! 0 -0.33 0 -0.33 0.67!
3 -1 0 -1 -1! -1 2 -1 0 0! 0 -1 2 -1 0! -1 0 -1 2 0! -1 0 0 0 1!
3 0 0 0 0! 0 1.67 0 0 0! 0 0 1.4 -1.2 -0.2! 0 0 -1.2 1.6 -0.4! 0 0 -0.2 -0.4 0.6!
1 2
3 4
5 1!
1!
1!
1!
1!
1 2
3 4
5 .33!
.33!
1!
1!.33!
1 2
3 4
5 .2!
1.2!
.4!
1 0 0 0 0! 0 2 -1 0 -1! 0 -1 2 -1 0! 0 0 -1 2 -1! 0 -1 0 -1 2!
1 -1 0 0 0! -1 3 -1 0 -1! 0 -1 2 -1 0! 0 0 -1 2 -1! 0 -1 0 -1 2!
1 0 0 0 0! 0 2 0 0 0! 0 0 1.5 -1 -0.5! 0 0 -1.0 2 -1.0! 0 0 -0.5 -1 1.5!
2 3
4 5
1 1!
1!
1!
1!
1!
2 3
4 5
1 1!
1!
1!
1!
2 3
4 5
1
1!
1!
0.5!
The order maaers
Complexity of Cholesky Factoriza9on
#ops ~ Σv (degree of v when eliminate)2
Tree (connected, no cycles)
#ops ~ O(|V|)
Complexity of Cholesky Factoriza9on
#ops ~ Σv (degree of v when eliminate)2
#ops ~ O(|V|) Tree (connected, no cycles)
Complexity of Cholesky Factoriza9on
#ops ~ Σv (degree of v when eliminate)2
Tree #ops ~ O(|V|)
Complexity of Cholesky Factoriza9on
#ops ~ Σv (degree of v when eliminate)2
Tree #ops ~ O(|V|)
Complexity of Cholesky Factoriza9on
#ops ~ Σv (degree of v when eliminate)2
Tree #ops ~ O(|V|)
Complexity of Cholesky Factoriza9on
#ops ~ Σv (degree of v when eliminate)2
Tree #ops ~ O(|V|)
Complexity of Cholesky Factoriza9on
#ops ~ Σv (degree of v when eliminate)2
Tree #ops ~ O(|V|)
Planar #ops ~ O(|V|3/2) Lipton-‐Rose-‐Tarjan ‘79
Complexity of Cholesky Factoriza9on
#ops ~ Σv (degree of v when eliminate)2
Tree #ops ~ O(|V|)
Planar #ops ~ O(|V|3/2) Lipton-‐Rose-‐Tarjan ‘79
Complexity of Cholesky Factoriza9on
#ops ~ Σv (degree of v when eliminate)2
Tree #ops ~ O(|V|)
Planar #ops ~ O(|V|3/2) Lipton-‐Rose-‐Tarjan ‘79
Expander like random, but O(|V|) edges
#ops ≳ Ω(|V|3) Lipton-‐Rose-‐Tarjan ‘79
Conductance and Cholesky Factoriza9on
Cholesky slow when conductance high Cholesky fast when low for G and all subgraphs
For S ⊂ V
ΦG = minS⊂V Φ(S)
Φ(S) = # edges leaving Ssum degrees on smaller side, S or V − S
S
Conductance
S
Conductance
Φ(S) = 3/5
S
Conductance
S
Cheeger’s Inequality and the Conjugate Gradient
Cheeger’s inequality (degree-‐d unwted case)
12λ2d ≤ ΦG ≤
2λ2
d
= second-‐smallest eigenvalue of LG ~ d/mixing 9me of random walk
λ2
Cheeger’s Inequality and the Conjugate Gradient
Cheeger’s inequality (degree-‐d unwted case)
12λ2d ≤ ΦG ≤
2λ2
d
= second-‐smallest eigenvalue of LG ~ d/mixing 9me of random walk
λ2
Conjugate Gradient finds ∊ -‐approx solu9on to LG x = b
in mults by LG O(d/λ2 log −1)
in ops O(|E|
d/λ2 log −1)
Fast solu9on of linear equa9ons
CG fast when conductance high.
Elimina9on fast when low for G and all subgraphs.
Fast solu9on of linear equa9ons
CG fast when conductance high.
Elimina9on fast when low for G and all subgraphs.
Planar graphs
Want speed of extremes in the middle
Fast solu9on of linear equa9ons
CG fast when conductance high.
Elimina9on fast when low for G and all subgraphs.
Planar graphs
Want speed of extremes in the middle
Not all graphs fit into these categories!
Precondi9oned Conjugate Gradient
Solve LG x = b by
Approxima9ng LG by LH (the precondi9oner)
In each itera9on solve a system in LH mul9ply a vector by LG
∊ -‐approx solu9on ater O(
κ(LG, LH) log −1) itera9ons
Precondi9oned Conjugate Gradient
Solve LG x = b by
Approxima9ng LG by LH (the precondi9oner)
In each itera9on solve a system in LH mul9ply a vector by LG
∊ -‐approx solu9on ater O(
κ(LG, LH) log −1) itera9ons
rela6ve condi6on number
Inequali9es and Approxima9on
if is positive semi-definite, "i.e. for all x,
xTLHx xTLGx
LH LG LG − LH
Example: if H is a subgraph of G
xTLGx =
(u,v)∈E
w(u,v) (x (u)− x (v))2
Inequali9es and Approxima9on
if is positive semi-definite, "i.e. for all x,
κ(LG, LH) ≤ t
LH LG tLH
LH LG LG − LH
if
iff for some c cLH LG ctLH
xTLHx xTLGx
Inequali9es and Approxima9on
if is positive semi-definite, "i.e. for all x,
κ(LG, LH) ≤ t
LH LG tLH
LH LG LG − LH
if
iff for some c cLH LG ctLH
Call H a t-‐approx of G if κ(LG, LH) ≤ t
xTLHx xTLGx
Other defini9ons of the condi9on number
κ(LG, LH) =
max
x∈Span(LH)
xTLGx
xTLHx
max
x∈Span(LG)
xTLHx
xTLGx
pseudo-inverse
min non-zero eigenvalue
κ(LG, LH) =λmax(LGL
+H)
λmin(LGL+H)
(Golds9ne, von Neumann ‘47)
Vaidya’s Subgraph Precondi9oners
Precondi9on G by a subgraph H
LH LG so just need t for which LG tLH
Easy to bound t if H is a spanning tree
And, easy to solve equa9ons in LH by elimina9on
H
The Stretch of Spanning Trees
Where
Boman-‐Hendrickson ‘01:
stT (G) =
(u,v)∈E
path-lengthT (u, v)
LG stG(T )LT
The Stretch of Spanning Trees
Where
Boman-‐Hendrickson ‘01:
stT (G) =
(u,v)∈E
path-lengthT (u, v)
LG stG(T )LT
The Stretch of Spanning Trees
path-‐len 3
Where
Boman-‐Hendrickson ‘01:
stT (G) =
(u,v)∈E
path-lengthT (u, v)
LG stG(T )LT
The Stretch of Spanning Trees
path-‐len 5
Where
Boman-‐Hendrickson ‘01:
stT (G) =
(u,v)∈E
path-lengthT (u, v)
LG stG(T )LT
The Stretch of Spanning Trees
path-‐len 1
Where
Boman-‐Hendrickson ‘01:
stT (G) =
(u,v)∈E
path-lengthT (u, v)
LG stG(T )LT
The Stretch of Spanning Trees
In weighted case, measure resistances of paths
Where
Boman-‐Hendrickson ‘01:
stT (G) =
(u,v)∈E
path-lengthT (u, v)
LG stG(T )LT
Low-‐Stretch Spanning Trees
(Alon-‐Karp-‐Peleg-‐West ’91)
(Elkin-‐Emek-‐S-‐Teng ’04, Abraham-‐Bartal-‐Neiman ’08)
For every G there is a T with
where m = |E|
Solve linear systems in 9me O(m3/2 logm)
stT (G) ≤ m1+o(1)
stT (G) ≤ O(m logm log2 logm)
Low-‐Stretch Spanning Trees
(Alon-‐Karp-‐Peleg-‐West ’91)
(Elkin-‐Emek-‐S-‐Teng ’04, Abraham-‐Bartal-‐Neiman ’08)
For every G there is a T with
where m = |E|
If G is an expander
stT (G) ≤ m1+o(1)
stT (G) ≤ O(m logm log2 logm)
stT (G) ≥ Ω(m logm)
Expander Graphs
Infinite family of d-‐regular graphs (all degrees d) satsifying
Spectrally best are Ramanujan Graphs (Margulis ‘88, Lubotzky-‐Phillips-‐Sarnak ’88) all eigenvalues inside
λ2 ≥ const > 0
d± 2√d− 1
Amazing proper9es
Fundamental examples
Expanders Approximate Complete Graphs
Let G be the complete graph on n ver9ces (having all possible edges)
All non-‐zero eigenvalues of LG are n
for all x ⊥ 1, x = 1xTLGx = n
Expanders Approximate Complete Graphs
Let G be the complete graph on n ver9ces
Let H be a d-‐regular Ramanujan Expander
κ(LG, LH) ≤ d+ 2√d− 1
d− 2√d− 1
→ 1
for all x ⊥ 1, x = 1xTLGx = n
(d− 2√d− 1) ≤ xTLHx ≤ (d+ 2
√d− 1)
Sparsifica9on
Goal: find sparse approxima9on for every G
S-‐Teng ‘04: For every G is an H with O(n log7 n/2) edges and κ(LG, LH) ≤ 1 +
Sparsifica9on
S-‐Teng ‘04: For every G is an H with O(n log7 n/2) edges and κ(LG, LH) ≤ 1 +
Conductance high high (Cheeger) random sample good (Füredi-‐Komlós ‘81)
λ2
Conductance not high can split graph while removing few edges
Fast Graph Decomposi9on by local graph clustering
Given vertex of interest find nearby cluster, small , in 9me
Φ(S)
Fast Graph Decomposi9on by local graph clustering
S-‐Teng ’04: Lovász-‐Simonovits Andersen-‐Chung-‐Lang ‘06: PageRank Andersen-‐Peres ‘09: evoloving set Markov chain
Given vertex of interest find nearby cluster, small , in 9me
Φ(S)
Sparsifica9on
Goal: find sparse approxima9on for every G
S-‐Teng ‘04: For every G is an H with O(n log7 n/2) edges and κ(LG, LH) ≤ 1 +
S-‐Srivastava ‘08: with edges proof by modern random matrix theory Rudelson’s concentra9on for random sums
O(n log n/2)
Sparsifica9on
Goal: find sparse approxima9on for every G
S-‐Teng ‘04: For every G is an H with O(n log7 n/2) edges and κ(LG, LH) ≤ 1 +
S-‐Srivastava ‘08: with edges
Batson-‐S-‐Srivastava ‘09
dn edges and κ(LG, LH) ≤ d+ 1 + 2√d
d+ 1− 2√d
O(n log n/2)
Sparsifica9on by Linear Algebra
edges vectors
Given vectors s.t. v1, ..., vm ∈ IRn
e
vevTe = I
Find a small subset S ⊂ 1, ...,mand coefficients s.t. ce
||
e∈S
cevevTe − I|| ≤
Sparsifica9on by Linear Algebra
Given vectors s.t. v1, ..., vm ∈ IRn
e
vevTe = I
Find a small subset S ⊂ 1, ...,m
and coefficients s.t. ce ||
e∈S
cevevTe − I|| ≤
Rudelson ‘99 says can find if choose S at random*
* = In graphs, are effec9ve resistances
|S| ≤ O(n log n/2)
Pr [e] ∼ 1/ ve2
Sparsifica9on by Linear Algebra
Batson-‐S-‐Srivastava: can find by greedy algorithm
with S9eltjes poten9al func9on
|S| ≤ 4n/2
Given vectors s.t. v1, ..., vm ∈ IRn
e
vevTe = I
Find a small subset S ⊂ 1, ...,m
and coefficients s.t. ce ||
e∈S
cevevTe − I|| ≤
Rela9on to Kadison-‐Singer, Paving Conjecture
e
vevTe = I
Exists
Would be implied by the following strong version of Weaver’s conjecture KS’2
ve2 =n
m≤ α
S ⊂ 1, ...,m , |S| = m/2
e∈S
vevTe − 1
2I
≤ 1
4
Exists constant α s.t. for s.t. for v1, ..., vm ∈ IRn
Rela9on to Kadison-‐Singer, Paving Conjecture
Rudelson ‘99:
Batson-‐S-‐Srivastava ‘09: true, but with coefficients in sum
α = const/(log n)
e
vevTe = I
Exists
ve2 =n
m≤ α
S ⊂ 1, ...,m , |S| = m/2
e∈S
vevTe − 1
2I
≤ 1
4
Exists constant α s.t. for s.t. for v1, ..., vm ∈ IRn
Rela9on to Kadison-‐Singer, Paving Conjecture
Rudelson ‘99:
Batson-‐S-‐Srivastava ‘09: true, but with coefficients in sum
α = const/(log n)
e
vevTe = I
Exists
ve2 =n
m≤ α
S ⊂ 1, ...,m , |S| = m/2
e∈S
vevTe − 1
2I
≤ 1
4
Exists constant α s.t. for s.t. for v1, ..., vm ∈ IRn
S-‐Srivastava ‘10: Bourgain-‐Tzafriri Restricted Invertability
Sparsifica9on and Solving Linear Equa9ons
Can reduce any Laplacian to one with non-‐zero entries/edges.
S-‐Teng ‘04: Combine Low-‐Stretch Trees with Sparsifica9on to solve Laplacian systems in 9me
O(m logc n log −1)
m = |E| n = |V |
O(|V |)
Sparsifica9on and Solving Linear Equa9ons
S-‐Teng ‘04: Combine Low-‐Stretch Trees with Sparsifica9on to solve Laplacian systems in 9me
O(m logc n log −1)
m = |E| n = |V |
Kou9s-‐Miller-‐Peng ’10: 9me
Kolla-‐Makarychev-‐Saberi-‐Teng ’09: ater preprocessing
O(m log2 n log −1)
O(m log n log −1)
What’s next
Decomposi9ons of the iden9ty: Understanding the vectors we get from graphs the Ramanujan bound
Kadison-‐Singer?
Other families of linear equa9ons: from directed graphs from physical problems from op9miza9on problems
Solving Linear equa9ons as a primi9ve
Conclusion
It is all connected